Defining and applying prediction performance metrics on a recurrent NARX time series model.
Ryad A. ZemouriRafael GouriveauNoureddine ZerhouniPublished in: Neurocomputing (2010)
Keyphrases
- mathematical model
- financial time series
- prediction model
- computational model
- formal model
- statistical model
- experimental data
- high level
- similarity measure
- probabilistic model
- autoregressive
- feed forward
- recurrent neural networks
- linear regression model
- learning algorithm
- stock price
- prediction accuracy
- theoretical analysis
- management system
- cost function
- multi agent systems
- image segmentation